+11,868.9%
VRTX vs RJF
+21,674.5%
-9,805.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | -1.6% | +3.6% | -5.1% | -2.8% |
| 30D | +8.0% | +7.2% | +0.8% | +5.2% |
| 3M | +4.3% | -6.5% | +10.8% | +6.6% |
| 6M | +18.9% | +10.3% | +8.6% | +14.1% |
| YTD | +18.8% | +6.5% | +12.3% | +14.8% |
| 1Y | +24.0% | +6.1% | +17.8% | +19.9% |
| 3Y | +42.1% | +74.9% | -32.7% | +10.9% |
| 5Y | +187.6% | +81.3% | +106.2% | +113.7% |
| 10Y | +485.4% | +332.3% | +153.1% | +184.2% |
| All | +11,868.9% | +21,674.5% | -9,805.7% | +1,085.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling